S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	26
$α$	0.1123	13.10
$β$	0.6641	39.08
$γ$	0.0427	4.78
$λ_{1}$	0.0363	0.88
$λ_{2}$	0.0236	2.87
$λ_{3}$	0.9714	75.36

V-Lab

Australian Vintage Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:54.40% (+5.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Vintage Ltd Analyses